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Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
Saved in:
2
Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-Chou
;
Su, Yi-Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10010088081
Saved in:
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